All VXX Long Only

P&L Summary

Range	Return	Sharpe	Win%	Ave	Ave+	Ave-	Max-	Underwater	Days %
20	(2)	100	0	(15)	0	(15)	(15)	0	5
60	2	10.1	75	13	23	(15)	(15)	0	7
120	1	9.2	67	11	23	(12)	(15)	0	5
250	4	3.5	59	17	60	(44)	(190)	(2)	9
500	8	5.7	64	27	67	(44)	(190)	(2)	12
760	8	5.3	61	24	66	(40)	(190)	(2)	12
1260	6	4.9	65	19	51	(37)	(190)	(2)	12
2520	6	5.6	64	21	52	(33)	(190)	(2)	11
All	7	5.6	64	21	52	(33)	(190)	(2)	13

P&L Month Table

Year	1	2	3	4	5	6	7	8	9	10	11	12	R	Sharpe	Win%	Trades	MaxLoss	UW	Max	Ave
Avg	0.7	0.5	0.2	0.2	0.2	1.1	0.2	0.7	1	(0.2)	0.4	1	6.1	4.7	65.1	33.8	(1.5)	(1.8)	0.6	0.4
2017	0	0.3	0.1	0.1	0	0	0	0	0	0	0	0	0.5	10.1	75	5	(0.2)	(0.2)	0.4	0.4
2016	1.1	0.6	0	0.1	0.6	0.6	0	(0.1)	2.5	0.6	(0.4)	0.2	5.8	4.2	56.7	31	(1.9)	(1.9)	0.4	0.4
2015	1	0	0	0.4	0	2	1	2.6	1.7	(1.5)	2.5	1.9	11.6	5.9	60	41	(1.6)	(2.4)	0.8	0.4
2014	1.5	1.1	0.9	0.3	0	(0.3)	1	0.7	0.7	(0.2)	(0.2)	3.3	8.8	7.5	67.7	33	(1.6)	(2.1)	0.8	0.4
2013	0	0.2	(0.1)	0	0.1	2.7	0	0.3	0.3	0.1	(0.3)	0.8	4.1	5.8	72.7	38	(0.7)	(1)	0.4	0.4
2012	(0.1)	0.5	0.2	0.1	0.2	0.5	(0.9)	0.1	(0.1)	0.1	0.6	(1.1)	0.1	0.1	68.2	26	(1.8)	(1.8)	0.8	0.4
2011	0.6	(0.4)	1.1	0.1	(0.2)	0.3	0	7.8	2.5	2.1	1.4	0.4	15.7	8.9	75.6	46	(0.7)	(0.7)	0.8	0.4
2010	1	(1.2)	(0.2)	1.1	2.4	2.9	0.2	0.5	0	(0.1)	1.6	(0.1)	8.1	8.5	63.3	32	(0.8)	(1.4)	0.8	0.4
2009	0	0	2.6	0	(0.2)	(0.5)	0.3	(0.7)	(0.7)	3.2	(0.4)	0.2	3.8	2.7	45.7	36	(0.6)	(2.4)	0.8	0.4